GEW vs. GLOF
GEW (Cambria Global Equal Weight ETF) and GLOF (iShares Global Equity Factor ETF) are both Global Equities funds. GEW is actively managed, while GLOF is passively managed. Their correlation of 0.91 suggests significant overlap in exposure. GEW charges 0.29%/yr vs 0.20%/yr for GLOF.
Performance
GEW vs. GLOF - Performance Comparison
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Returns By Period
In the year-to-date period, GEW achieves a 7.16% return, which is significantly lower than GLOF's 11.89% return.
GEW
- 1D
- -0.23%
- 1M
- -0.33%
- YTD
- 7.16%
- 6M
- 7.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLOF
- 1D
- -0.34%
- 1M
- -1.75%
- YTD
- 11.89%
- 6M
- 11.89%
- 1Y
- 23.58%
- 3Y*
- 20.99%
- 5Y*
- 11.39%
- 10Y*
- 12.23%
GEW vs. GLOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEW Cambria Global Equal Weight ETF | 7.16% | 3.68% |
GLOF iShares Global Equity Factor ETF | 11.89% | 3.13% |
Correlation
The correlation between GEW and GLOF is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.91 |
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Return for Risk
GEW vs. GLOF — Risk / Return Rank
GEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GLOF
GEW vs. GLOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and iShares Global Equity Factor ETF (GLOF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GEW | GLOF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.62 | — |
| Martin ratioReturn relative to average drawdown | — | 11.14 | — |
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Drawdowns
GEW vs. GLOF - Drawdown Comparison
The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum GLOF drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for GEW and GLOF.
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Drawdown Indicators
| GEW | GLOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -34.12% | +25.97% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.05% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.12% | — |
Current DrawdownCurrent decline from peak | -1.07% | -1.91% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -1.33% | -6.09% | +4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.12% | — |
Volatility
GEW vs. GLOF - Volatility Comparison
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Volatility by Period
| GEW | GLOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 13.28% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 15.82% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 17.12% | -2.62% |
GEW vs. GLOF - Expense Ratio Comparison
GEW has a 0.29% expense ratio, which is higher than GLOF's 0.20% expense ratio.
Dividends
GEW vs. GLOF - Dividend Comparison
GEW's dividend yield for the trailing twelve months is around 1.27%, less than GLOF's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEW Cambria Global Equal Weight ETF | 1.27% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLOF iShares Global Equity Factor ETF | 1.59% | 1.70% | 2.59% | 2.51% | 2.53% | 1.90% | 1.73% | 2.41% | 2.03% | 1.94% | 1.94% | 0.92% |
Frequently Asked Questions
With a correlation of 0.91, GEW and GLOF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, GLOF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GLOF is cheaper with a 0.20% expense ratio, compared with 0.29% for GEW.
GLOF has the higher dividend yield at 1.59%, compared with 1.27% for GEW.
They also come from different issuers: Cambria and iShares. Their fees differ too: 0.29% for GEW and 0.20% for GLOF.
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